Abstract #300734

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JSM 2002 Abstract #300734
Activity Number: 78
Type: Contributed
Date/Time: Monday, August 12, 2002 : 8:30 AM to 10:20 AM
Sponsor: Business & Economics Statistics Section*
Abstract - #300734
Title: The Total Claims Distributions under the Different Conditions
Author(s): Min Deng*+
Affiliation(s): Maryville University at St. Louis
Address: 13550 Conway Road, St. Louis, Missouri, 63142, USA
Keywords: Compound mixed distribution ; Mixed Poisson process ; Compound Poisson process ; Probability density function
Abstract:

Compound Poisson Process is one of the standard models used for the actuarial risk theory. In this paper we examine the distribution of the number of claims in a fixed time period and also concerned the associated total claim cost for the fixed period under the different conditions. Including the most popular cases, like Poisson distribution, Mixed Poisson claim number processes, and the mixture compound process and the cases with exponential claim sizes, and some other distributions are discussed.

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